V-Lab: Dr Reddy's Laboratories Ltd Spline-GARCH Volatility Analysis

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V-Lab

Dr Reddy's Laboratories Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:27.69% (-3.43%)

Analysis last updated: Sunday, April 28, 2024 at 01:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0778	9.62
$α$	0.1326	6.85
$β$	0.7003	15.54
$γ_{1}$	-0.2213	-4.62
$γ_{2}$	0.4027	5.48
$γ_{3}$	-0.3138	-5.58
$γ_{4}$	0.1826	2.97
$γ_{5}$	-0.0412	-0.66
$γ_{6}$	-0.0744	-1.27
$γ_{7}$	0.1727	3.42
$γ_{8}$	-0.1715	-2.94
$γ_{9}$	0.0723	1.05
$γ_{10}$	-0.0315	-0.28

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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